In FIX based application when we place new order request we will set TradingSessionID value in the FIX tag 336.There could be an scenario we might need to set multiple TradingSessionID in the order request. To do this first we need to update the value of FIX tag 386. This tag indicates how many TradingSessionID sending along with the request.If we wanted to send to trading sessions then value of 386 is 2. Let see the below example how to set it.
In this scenario order will be placed only mentioned sessions. Similarly we can set multiple party id's in fix market data request as well.Click Here
quickfix.fix44.NewOrderSingle newOrderSingle = new quickfix.fix44.NewOrderSingle(); NewOrderSingle.NoTradingSessions notradingSessions = new NewOrderSingle.NoTradingSessions(); for(String tradingSession:tradingSessionList){ notradingSessions.set(new TradingSessionID(tradingSession)); newOrderSingle.addGroup(notradingSessions); }
In this scenario order will be placed only mentioned sessions. Similarly we can set multiple party id's in fix market data request as well.Click Here
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